Analysis Of A Long Memory Circular Convolution Model
Fuente:
arXiv
Saved in:
| Main Author: | Kimberk, Robert |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Beta Distribution of Long Memory Sequences
by: Kimberk, Robert
Published: (2024)
by: Kimberk, Robert
Published: (2024)
Stochastic Processes and Mean Square Calculus on Fractal Curves
by: Golmankhaneh, Alireza Khalili, et al.
Published: (2023)
by: Golmankhaneh, Alireza Khalili, et al.
Published: (2023)
Optimal Strategies to Catch Randomly Walking Cat
by: Jehn, Rüdiger
Published: (2025)
by: Jehn, Rüdiger
Published: (2025)
Martingale Cohomology, Holonomy, and Homological Arbitrage
by: Adachi, Takanori
Published: (2026)
by: Adachi, Takanori
Published: (2026)
Algebraic Framework for Discrete Dynamical Systems over Laurent Series
by: Aandriamifidisoa, Ramamonjy, et al.
Published: (2025)
by: Aandriamifidisoa, Ramamonjy, et al.
Published: (2025)
Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
by: Barrera, Gerardo, et al.
Published: (2025)
by: Barrera, Gerardo, et al.
Published: (2025)
Long Time Behavior of General Markov Additive Processes
by: Yaran, Celal Umut, et al.
Published: (2024)
by: Yaran, Celal Umut, et al.
Published: (2024)
Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
by: Rutkowski, Marek, et al.
Published: (2024)
by: Rutkowski, Marek, et al.
Published: (2024)
Unified Geometric, Fuzzy, and Computational Framework for Ternary Gamma Semirings
by: Gokavarapu, Chandrasekhar, et al.
Published: (2025)
by: Gokavarapu, Chandrasekhar, et al.
Published: (2025)
One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields
by: Voutilainen, Marko
Published: (2024)
by: Voutilainen, Marko
Published: (2024)
Wick theorem for analytic functions of Gaussian fields
by: Coppini, Fabio, et al.
Published: (2025)
by: Coppini, Fabio, et al.
Published: (2025)
$α$-stable Lévy processes entering the half space or a slab
by: Kyprianou, Andreas E., et al.
Published: (2024)
by: Kyprianou, Andreas E., et al.
Published: (2024)
Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets
by: Adachi, Takanori, et al.
Published: (2026)
by: Adachi, Takanori, et al.
Published: (2026)
Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion
by: Wang, Ran, et al.
Published: (2024)
by: Wang, Ran, et al.
Published: (2024)
Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion
by: Lyu, Mengjie, et al.
Published: (2024)
by: Lyu, Mengjie, et al.
Published: (2024)
Testing the goodness-of-fit of a functional autoregressive model
by: González-Manteiga, W., et al.
Published: (2023)
by: González-Manteiga, W., et al.
Published: (2023)
High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence
by: Leonenko, N. N., et al.
Published: (2024)
by: Leonenko, N. N., et al.
Published: (2024)
Higher-Order Multifractional Stable Motion: Definition and Fundamental Properties
by: Lechiheb, Atef
Published: (2026)
by: Lechiheb, Atef
Published: (2026)
Characterization of continuous stationary fields as generalized Ornstein-Uhlenbeck fields via multi-parameter Langevin equation and multiple Riemann-Stieltjes integration
by: Voutilainen, Marko, et al.
Published: (2025)
by: Voutilainen, Marko, et al.
Published: (2025)
Manifold functional multiple regression model with LRD error term
by: Ovalle-Muñoz, Diana P., et al.
Published: (2024)
by: Ovalle-Muñoz, Diana P., et al.
Published: (2024)
Minkowski content construction of the CLE gasket measure
by: Miller, Jason, et al.
Published: (2026)
by: Miller, Jason, et al.
Published: (2026)
Critical Self-Similar Markov Trees
by: Curien, Nicolas, et al.
Published: (2026)
by: Curien, Nicolas, et al.
Published: (2026)
Covering Distributions
by: Campos, Alberto M., et al.
Published: (2024)
by: Campos, Alberto M., et al.
Published: (2024)
The structure of entrance and exit at infinity for time-changed Lévy processes
by: Baguley, Samuel, et al.
Published: (2024)
by: Baguley, Samuel, et al.
Published: (2024)
A remark on elephant random walks via the classical law of the iterated logarithm for self-similar Gaussian processes
by: Shibata, Shuhei, et al.
Published: (2025)
by: Shibata, Shuhei, et al.
Published: (2025)
Noise-like analytic properties of imaginary chaos
by: Aru, Juhan, et al.
Published: (2024)
by: Aru, Juhan, et al.
Published: (2024)
Near-maxima of the two-dimensional Discrete Gaussian Free Field
by: Biskup, Marek, et al.
Published: (2020)
by: Biskup, Marek, et al.
Published: (2020)
The critical temperature $T_{cr}$(Ising) is DS-computable
by: Shlosman, Senya
Published: (2025)
by: Shlosman, Senya
Published: (2025)
Investigation and Development of the Methodologies for Simulating Self-similar Processes
by: Peng, Qidi, et al.
Published: (2025)
by: Peng, Qidi, et al.
Published: (2025)
Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
by: Loosveldt, Laurent, et al.
Published: (2025)
by: Loosveldt, Laurent, et al.
Published: (2025)
Betting Around the Clock: Time Change and Long Term Model Risk
by: Cherubini, Umberto
Published: (2026)
by: Cherubini, Umberto
Published: (2026)
Affine models with path-dependence under parameter uncertainty and their application in finance
by: Geuchen, Benedikt, et al.
Published: (2022)
by: Geuchen, Benedikt, et al.
Published: (2022)
The second fluctuation-dissipation theorem for the generalized Langevin equation
by: Hanke, Martin
Published: (2025)
by: Hanke, Martin
Published: (2025)
Existence and uniqueness of the canonical Brownian motion in non-simple conformal loop ensemble gaskets
by: Miller, Jason, et al.
Published: (2025)
by: Miller, Jason, et al.
Published: (2025)
Branching fractional Brownian motion: discrete approximations and maximal displacement
by: Casanova, Adrián González, et al.
Published: (2023)
by: Casanova, Adrián González, et al.
Published: (2023)
Construction and Properties of the Ground State of Natural Phenomena
by: Gauthier, Renaud
Published: (2025)
by: Gauthier, Renaud
Published: (2025)
Integer-valued multifractal processes
by: Grahovac, Danijel
Published: (2025)
by: Grahovac, Danijel
Published: (2025)
Limit theorems for the number of sign and level-set clusters of the Gaussian free field
by: McAuley, Michael, et al.
Published: (2025)
by: McAuley, Michael, et al.
Published: (2025)
A Maxwell Quadratic-Form Representation of the Parallel-Plate Casimir Trace from Codimension-Three Riesz Reduction
by: Khan, Irshadullah, et al.
Published: (2026)
by: Khan, Irshadullah, et al.
Published: (2026)
Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by: Alòs, Elisa, et al.
Published: (2025)
by: Alòs, Elisa, et al.
Published: (2025)
Similar Items
-
Beta Distribution of Long Memory Sequences
by: Kimberk, Robert
Published: (2024) -
Stochastic Processes and Mean Square Calculus on Fractal Curves
by: Golmankhaneh, Alireza Khalili, et al.
Published: (2023) -
Optimal Strategies to Catch Randomly Walking Cat
by: Jehn, Rüdiger
Published: (2025) -
Martingale Cohomology, Holonomy, and Homological Arbitrage
by: Adachi, Takanori
Published: (2026) -
Algebraic Framework for Discrete Dynamical Systems over Laurent Series
by: Aandriamifidisoa, Ramamonjy, et al.
Published: (2025)